nag_tsa_exp_smooth (g13amc) Example Program Results
Initial values used:
1 168.018
2 3.800
Mean Deviation = 2.5473e+01
Absolute Deviation = 2.1233e+01
Observed 1-Step
Period Values Forecast Residual
1 180.000 171.818 8.182
2 135.000 175.782 -40.782
3 213.000 178.848 34.152
4 181.000 183.005 -2.005
5 148.000 186.780 -38.780
6 204.000 189.800 14.200
7 228.000 193.492 34.508
8 225.000 197.732 27.268
9 198.000 202.172 -4.172
10 200.000 206.256 -6.256
11 187.000 210.256 -23.256
Forecast Standard
Period Values Errors
12 213.854 25.473
13 217.685 25.478
14 221.516 25.490
15 225.346 25.510
16 229.177 25.542